OnixS C++ CME MDP Streamlined Market Data Handler  1.2.0
API Documentation
Fields.h File Reference

Go to the source code of this file.

Classes

struct  AggressorSide
 
struct  EventTypeIndices
 
struct  EntryCode
 
struct  EntryTypeIndices
 
struct  UpdateAction
 
struct  SecurityUpdateAction
 
class  MatchEventIndicator
 
class  SettlPriceType
 

Namespaces

 OnixS
 
 OnixS::CME
 
 OnixS::CME::Streamlined
 
 OnixS::CME::Streamlined::MDH
 

Typedefs

typedef Char CHAR
 
typedef Char Currency[3]
 
typedef Char ErisUDI
 
typedef Int32 Int32
 
typedef Int8 Int8
 
typedef IntegralConstant< Char, 'H'> LegSecurityIDSource
 
typedef UInt16 LocalMktDate
 
typedef IntegralConstant< Char, '2'> EntryTypeTrade
 
typedef IntegralConstant< Int8, 0 > UpdateActionNew
 
typedef Char SecurityExchange[4]
 
typedef Char String100[100]
 
typedef Char String12[12]
 
typedef Char String30[30]
 
typedef Char String4[4]
 
typedef Char String5[5]
 
typedef Char String8[8]
 
typedef Char StringLen3[3]
 
typedef Char StringLength17[17]
 
typedef Char StringLength2[2]
 
typedef Char StringLength26[26]
 
typedef Char StringLength50[50]
 
typedef Char StringLength500[500]
 
typedef Char StringLength6[6]
 
typedef Char StringLength9[9]
 
typedef Char Text[180]
 
typedef Char CharNULL
 
typedef UInt16 UInt16
 
typedef UInt32 UInt32
 
typedef UInt64 UInt64
 
typedef UInt8 UInt8
 
typedef IntegralConstant< Char, '\x0'> NullErisUDI
 
typedef IntegralConstant< Int32, 2147483647 > NullInt32
 
typedef IntegralConstant< Int8, 127 > NullInt8
 
typedef IntegralConstant< UInt16, 65535 > NullLocalMktDate
 
typedef IntegralConstant< Char, '0'> NullCharNULL
 
typedef IntegralConstant< UInt16, 65535 > NullUInt16
 
typedef IntegralConstant< UInt32, 4294967295 > NullUInt32
 
typedef IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
 
typedef IntegralConstant< UInt8, 255 > NullUInt8
 

Functions

Timestamp localMktDateToTimestamp (LocalMktDate days)